Head of Credit Risk Modelling Head of Credit Risk Modelling …

OCBC Wing Hang Bank Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
To be confirmed
OCBC Wing Hang Bank Limited
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
To be confirmed
OCBC Wing Hang Bank Limited
To develop, implement and maintain quantitative models / scorecards and systems to assess the default likelihood, recovery expectations and volatility for different segments of the Bank’s portfolio

Roles and Responsibilities:
Lead a team of credit risk modelling analysts to:

  • Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank’s portfolios.
  • Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
  • Monitor, back test and report performance of the models.
  • Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment

Requirements:

  • At least 8 years of experience in the development and maintenance of quantitative credit risk models / scorecards for consumer and/or wholesale portfolios, with at least 3 years in management of a team.
  • Strong statistical and risk modeling skills, and programming knowledge in SAS, SQL, and/or Python/R.
  • Expert knowledge and competence in credit risk management, Basel requirements and internal risk rating.
  • Strong communication skills especially in explaining complex technical subjects in a simple/pragmatic way and stakeholder management.
  • Experience in leading and managing a team of analysts will be an added advantage.

 

Close
Loading...